Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48271.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46574.78 Kr¶

PnL: ---------------------------------------> 217.78 Kr¶

DD now: ---------------------------------> -9.128 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 10:41:36.758100'

Anic Portfolio¶

Today¶

Return: 0.363 %¶

This Week¶

Return: 0.079 %¶

Total portfolio value¶

Return including deposits: 58.028 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -0.790000 5877.500000 164.500000 2.880000 5713.000530
Investor B 27 0.590000 5799.600000 108.600000 1.910000 5691.000006
Vitec Software Group B 2 1.030000 1178.000000 91.000000 8.370000 1087.000000
NP3 Fastigheter 32 2.510000 5760.000000 63.000000 1.110000 5697.000000
Lindab International 35 0.940000 5652.500000 59.500000 1.060000 5593.000000
Volvo B 25 0.770000 5710.000000 -33.000000 -0.570000 5743.000000
Volvo A 24 0.520000 5616.000000 -43.000000 -0.760000 5659.000008
AQ Group 12 -0.800000 5202.000000 -61.000000 -1.160000 5262.999996
Tethys Oil 109 -0.490000 5779.180000 -131.820000 -2.230000 5911.000022
TOTAL 46574.780000 217.780000 -9.12823% 46357.000562

Updated:¶

'2023-08-10 10:41:54.029513'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶